macrofactor.csv
Creators:
Julian Ashwin
;
Eleni Kalamara
;
Saiz Lorena
Macrofactors.csv includes the factors estimated by a Dynamic Factor model using real time macroeconomic and financial indicators to forecast GDP, as described in Section 3.4 of the paper and Appendix C.6.
The sources of the underlying data are described in Section 2 of the paper.
Metadata
| Field | Value |
|---|---|
| Format | text/csv |
| License | CC-BY 4.0 |
| Type | data |
| Version | 1 |
| Authors | Ashwin, Julian and Kalamara, Eleni and Lorena, Saiz |
| DOI | |
| Publication Date | 2024 |
| Availability | Download |
| Geographic Area (free) | |
| Temporal Coverage (free) | |
| Unit Type | |
| Number of Units | |
| Sampled Universe | |
| Number of Variables | |
| URL | https://journaldata.zbw.eu/dataset/16f2e376-a195-4c77-94b8-297e5b07d163/resource/ae1a3d8c-bfb0-4291-ae5e-7ea98fd1232b/download/macrofactor.csv |
| Last updated | April 10, 2024 |
| Created | April 10, 2024 |
